void CTraderApi::OnOrder(CUstpFtdcOrderField *pOrder)
{
if (nullptr == pOrder)
return;
OrderIDType orderId = { 0 };
sprintf(orderId, "%s:%s", m_RspUserLogin__.SessionID, pOrder->UserOrderLocalID);
//OrderIDType orderSydId = { 0 };
{
// 保存原始订单信息，用于撤单
unordered_map<string, CUstpFtdcOrderField*>::iterator it = m_id_api_order.find(orderId);
if (it == m_id_api_order.end())
{
// 找不到此订单，表示是新单
CUstpFtdcOrderField* pField = new CUstpFtdcOrderField();
memcpy(pField, pOrder, sizeof(CUstpFtdcOrderField));
m_id_api_order.insert(pair<string, CUstpFtdcOrderField*>(orderId, pField));
}
else
{
// 找到了订单
// 需要再复制保存最后一次的状态，还是只要第一次的用于撤单即可？记下，这样最后好比较
CUstpFtdcOrderField* pField = it->second;
memcpy(pField, pOrder, sizeof(CUstpFtdcOrderField));
}
//// 保存SysID用于定义成交回报与订单
//sprintf(orderSydId, "%s:%s", pOrder->ExchangeID, pOrder->OrderSysID);
//m_sysId_orderId.insert(pair<string, string>(orderSydId, orderId));
}
{
// 从API的订单转换成自己的结构体
OrderField* pField = nullptr;
unordered_map<string, OrderField*>::iterator it = m_id_platform_order.find(orderId);
if (it == m_id_platform_order.end())
{
// 开盘时发单信息还没有，所以找不到对应的单子，需要进行Order的恢复
pField = (OrderField*)m_msgQueue->new_block(sizeof(OrderField));
strcpy(pField->ID, orderId);
strcpy(pField->InstrumentID, pOrder->InstrumentID);
strcpy(pField->ExchangeID, pOrder->ExchangeID);
pField->HedgeFlag = TUstpFtdcHedgeFlagType_2_HedgeFlagType(pOrder->HedgeFlag);
pField->Side = TUstpFtdcDirectionType_2_OrderSide(pOrder->Direction);
pField->Price = pOrder->LimitPrice;
pField->StopPx = pOrder->StopPrice;
//strcpy(pField->Text, pOrder->StatusMsg);
pField->OpenClose = TUstpFtdcOffsetFlagType_2_OpenCloseType(pOrder->OffsetFlag);
pField->Status = CUstpFtdcOrderField_2_OrderStatus(pOrder);
pField->Qty = pOrder->Volume;
pField->Type = CUstpFtdcOrderField_2_OrderType(pOrder);
pField->TimeInForce = CUstpFtdcOrderField_2_TimeInForce(pOrder);
pField->ExecType = ExecType::ExecNew;
strcpy(pField->OrderID, pOrder->OrderSysID);
strcat(pField->Text, "OnRtnOrder");
// 添加到map中，用于其它工具的读取，撤单失败时的再通知等
m_id_platform_order.insert(pair<string, OrderField*>(orderId, pField));
}
else
{
pField = it->second;
strcpy(pField->ID, orderId);
pField->LeavesQty = pOrder->VolumeRemain;
pField->Price = pOrder->LimitPrice;
pField->Status = CUstpFtdcOrderField_2_OrderStatus(pOrder);
pField->ExecType = CUstpFtdcOrderField_2_ExecType(pOrder);
strcpy(pField->OrderID, pOrder->OrderSysID);
strcat(pField->Text, "OnRtnOrder");
}
m_msgQueue->Input_Copy(ResponeType::OnRtnOrder, m_msgQueue, m_pClass, 0, 0, pField, sizeof(OrderField), nullptr, 0, nullptr, 0);
}
}
void CTraderApi::OnQuote(CUstpFtdcRtnQuoteField *pQuote)
{
if (nullptr == pQuote)
return;
OrderIDType quoteId = { 0 };
sprintf(quoteId, "%s:%s", m_RspUserLogin__.SessionID, pQuote->UserQuoteLocalID);
OrderIDType orderSydId = { 0 };
{
// 保存原始订单信息，用于撤单
unordered_map<string, CUstpFtdcRtnQuoteField*>::iterator it = m_id_api_quote.find(quoteId);
if (it == m_id_api_quote.end())
{
// 找不到此订单，表示是新单
CUstpFtdcRtnQuoteField* pField = new CUstpFtdcRtnQuoteField();
memcpy(pField, pQuote, sizeof(CUstpFtdcRtnQuoteField));
m_id_api_quote.insert(pair<string, CUstpFtdcRtnQuoteField*>(quoteId, pField));
}
else
{
// 找到了订单
// 需要再复制保存最后一次的状态，还是只要第一次的用于撤单即可？记下，这样最后好比较
CUstpFtdcRtnQuoteField* pField = it->second;
memcpy(pField, pQuote, sizeof(CUstpFtdcRtnQuoteField));
}
// 这个地方是否要进行其它处理？
// 保存SysID用于定义成交回报与订单
//sprintf(orderSydId, "%s:%s", pQuote->ExchangeID, pQuote->QuoteSysID);
//m_sysId_quoteId.insert(pair<string, string>(orderSydId, quoteId));
}
{
// 从API的订单转换成自己的结构体
QuoteField* pField = nullptr;
unordered_map<string, QuoteField*>::iterator it = m_id_platform_quote.find(quoteId);
if (it == m_id_platform_quote.end())
{
// 开盘时发单信息还没有，所以找不到对应的单子，需要进行Order的恢复
pField = (QuoteField*)m_msgQueue->new_block(sizeof(QuoteField));
strcpy(pField->InstrumentID, pQuote->InstrumentID);
strcpy(pField->ExchangeID, pQuote->ExchangeID);
pField->AskQty = pQuote->AskVolume;
pField->AskPrice = pQuote->AskPrice;
pField->AskOpenClose = TUstpFtdcOffsetFlagType_2_OpenCloseType(pQuote->AskOffsetFlag);
pField->AskHedgeFlag = TUstpFtdcHedgeFlagType_2_HedgeFlagType(pQuote->AskHedgeFlag);
pField->BidQty = pQuote->BidVolume;
pField->BidPrice = pQuote->BidPrice;
pField->BidOpenClose = TUstpFtdcOffsetFlagType_2_OpenCloseType(pQuote->BidOffsetFlag);
pField->BidHedgeFlag = TUstpFtdcHedgeFlagType_2_HedgeFlagType(pQuote->BidHedgeFlag);
strcpy(pField->ID, quoteId);
strcpy(pField->AskOrderID, pQuote->AskOrderSysID);
strcpy(pField->BidOrderID, pQuote->BidOrderSysID);
//strncpy(pField->Text, pQuote->, sizeof(ErrorMsgType));
//pField->ExecType = ExecType::ExecNew;
pField->Status = CUstpFtdcRtnQuoteField_2_OrderStatus(pQuote);
pField->ExecType = ExecType::ExecNew;
// 添加到map中，用于其它工具的读取，撤单失败时的再通知等
m_id_platform_quote.insert(pair<string, QuoteField*>(quoteId, pField));
}
else
{
pField = it->second;
strcpy(pField->ID, quoteId);
strcpy(pField->AskOrderID, pQuote->AskOrderSysID);
strcpy(pField->BidOrderID, pQuote->BidOrderSysID);
pField->Status = CUstpFtdcRtnQuoteField_2_OrderStatus(pQuote);
pField->ExecType = CUstpFtdcRtnQuoteField_2_ExecType(pQuote);
}
m_msgQueue->Input_Copy(ResponeType::OnRtnQuote, m_msgQueue, m_pClass, 0, 0, pField, sizeof(QuoteField), nullptr, 0, nullptr, 0);
}
}
